Concepedia

Georgiy Shevchenko

GS

10

Publications

349

Citations

10

H-Index

2008

Active since

Affiliations

Taras Shevchenko National University of Kyiv(Current)

Université de Lorraine

Institut Élie Cartan de Lorraine

Georgiy Shevchenko is an author at Taras Shevchenko National University of Kyiv specializing in engineering, stochastic calculus, and stochastic differential equations.

ORCID

Top concepts

Publications per year

2008–2014

10

Publications

10

The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion

Yuliya Mishura, Georgiy Shevchenko · Stochastics · 2008 · 81 citations · Full text

, , +10

Mixed stochastic differential equations with long-range dependence: Existence, uniqueness and convergence of solutions

Yuliya Mishura, Georgiy Shevchenko · Computers & Mathematics with Applications · 2012 · 59 citations · Full text

, , +4

Existence and Uniqueness of the Solution of Stochastic Differential Equation Involving Wiener Process and Fractional Brownian Motion with Hurst Index<i>H</i> &gt; 1/2

Yuliya Mishura, Georgiy Shevchenko · Communication in Statistics- Theory and Methods · 2011 · 58 citations · Full text

, , +7

Mixed fractional stochastic differential equations with jumps

Georgiy Shevchenko · Stochastics · 2013 · 37 citations · Full text

, , +7

Asymptotic behavior of mixed power variations and statistical estimation in mixed models

Marco Dozzi, Yuliya Mishura, Georgiy Shevchenko · Statistical Inference for Stochastic Processes · 2014 · 31 citations · Full text

, , +7

Rows per page

1–5 of 10